Insomnia symptoms are highly prevalent in depressed older adults. This study investigates the association between hypothalamic–pituitary–adrenal (HPA) axis activity and symptoms of insomnia, respectively, sleep duration among 294 depressed and 123 non-depressed older adults of the Netherlands Study of Depression in Older people (NESDO) study. Insomnia symptoms were defined as clinically relevant when having a score ≥ 10 points on the Women's Health Initiative Insomnia Rating Scale (WHIIRS). Sleep duration was categorized in short (≤ 6 h per night), normal (7–8 h per night) and long (≥ 9 h per night) duration. Salivary cortisol levels were used to assess the following cortisol parameters for HPA axis activity: area under the curve with respect to the increase (AUCi) and to the ground (AUCg), diurnal slope, evening cortisol level and dexamethasone suppression ratio. Clinically relevant insomnia symptoms were present in 46% of the participants. Thirty-two per cent of the participants were short sleepers, whereas 16% were long sleepers. However, univariate analyses showed no differences in any of the HPA axis parameters between people with and without insomnia symptoms or between the three groups with different sleep duration. In addition, no significant interaction was found between a diagnosis of depression or the severity of depressive symptoms and any of the cortisol parameters in relation to insomnia symptoms or sleep duration.